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github.com/Victorletzelter/timeMCL
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Functions
448 in github.com/Victorletzelter/timeMCL
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Functions
448
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Types & classes
73
Method
load_data
(self, path)
tsExperiments/stock_market_data/data_processors/_base.py:306
Method
log_prob
(self, x, cond)
tsExperiments/data_and_transformation/flows.py:404
Method
loss
Parameters: ----------- past_target_norm: torch.Tensor [batch, time steps, series] The historical data that will
tsExperiments/models/project_models/tactis2/network.py:57
Method
loss
Compute the loss function of the decoder. Parameters: ----------- encoded: Tensor [batch, series, time steps, embedd
tsExperiments/models/project_models/tactis2/model/decoder.py:125
Method
loss
Compute the loss function of the copula portion of the decoder. Parameters: ----------- hist_encoded: Tensor [batch,
tsExperiments/models/project_models/tactis2/model/decoder.py:460
Method
normalize
Normalize the given values according to the historical data sent in the constructor. Parameters: ----------- value:
tsExperiments/models/project_models/tactis2/model/tactis.py:174
Function
occupy_memory
Create a large tensor and delete it. This operation occupies the GPU memory, so other processes cannot use the occupied memory. It is used to
tsExperiments/models/project_models/tactis2/model/utils.py:34
Method
on_train_epoch_start
Lightning hook that is called when a training epoch starts.
tsExperiments/models/project_models/tMCL/lighting_grad.py:65
Function
plot_from_logdir
(logdir, fname, plot_p, main_color, mean_color, rows, cols, dataset, seed=None)
tsExperiments/scripts_plot/plotting.py:344
Function
plot_sampled_trajectories
( samples, start_indices, title, nb_discretization_points=100, ax=None )
toy/toy.py:159
Method
predict
Generate num_samples future trajectories based on the provided context. context: DataFrame containing the most recent observations (
tsExperiments/models/project_models/ETS/model.py:28
Function
print_config_tree
Prints the contents of a DictConfig as a tree structure using the Rich library. :param cfg: A DictConfig composed by Hydra. :param print_orde
tsExperiments/utils/rich_utils.py:18
Method
q_mean_variance
(self, x_start, t)
tsExperiments/models/project_models/timeGrad/utils.py:278
Method
repeat
(tensor, dim=0)
tsExperiments/models/project_models/transformerTempFlow/transTempFlow_network.py:539
Method
repeat
(tensor, dim=0)
tsExperiments/models/project_models/tempflow/tempflow_network.py:556
Method
repeat_dict
(dict, dim=0)
tsExperiments/models/project_models/tMCL/timeMCL_network.py:609
Method
repeat_dict
(dict, dim=0)
tsExperiments/models/project_models/timeGrad/timeGradNetwork.py:603
Method
repeat_dict
(dict, dim=0)
tsExperiments/models/project_models/transformerTempFlow/transTempFlow_network.py:542
Method
repeat_dict
(dict, dim=0)
tsExperiments/models/project_models/tempflow/tempflow_network.py:559
Method
repeat_dict
(dict, dim=0)
tsExperiments/models/project_models/deepAR/network.py:575
Method
sample
(self, sample_shape=torch.Size(), cond=None)
tsExperiments/data_and_transformation/flows.py:408
Method
sample
Generate the given number of samples from the forecasted distribution. Parameters: ----------- num_samples: int
tsExperiments/models/project_models/tactis2/model/decoder.py:204
Method
sample
Generate the given number of samples from the forecasted copula. Parameters: ----------- num_samples: int
tsExperiments/models/project_models/tactis2/model/decoder.py:661
Method
scale
(self)
tsExperiments/data_and_transformation/flows.py:348
Method
set_experiment_mode
(self, experiment_mode: str)
tsExperiments/models/project_models/tactis2/model/tactis.py:444
Function
set_gpu
Set up which GPU we use for this process
tsExperiments/models/project_models/tactis2/model/utils.py:51
Function
split_run_name
(run_name)
tsExperiments/scripts_plot/plotting.py:329
Function
task_wrapper
Optional decorator that controls the failure behavior when executing the task function. This wrapper can be used to: - make sure loggers
tsExperiments/utils/utils.py:131
Method
total_params_length
(self)
tsExperiments/models/project_models/tactis2/model/flow.py:211
Method
train
( self, training_data: Dataset, validation_data: Optional[Dataset] = None, shu
tsExperiments/Estimator/pytorchLightingEstimator.py:233
Method
train_from
( self, predictor: Predictor, training_data: Dataset, validation_data: Optiona
tsExperiments/Estimator/pytorchLightingEstimator.py:250
Method
train_model
( self, training_data: Dataset, validation_data: Optional[Dataset] = None, fro
tsExperiments/models/project_models/tactis2/estimator.py:298
Method
training_step
(self, batch, batch_idx: int)
tsExperiments/models/project_models/tMCL/lighting_grad.py:97
Method
training_step
(self, batch, batch_idx: int)
tsExperiments/models/project_models/tactis2/lighting.py:111
Method
training_step
(self, batch, batch_idx: int)
tsExperiments/models/project_models/timeGrad/lighting_grad.py:32
Method
training_step
(self, batch, batch_idx: int)
tsExperiments/models/project_models/transformerTempFlow/lighting_grad.py:35
Method
training_step
(self, batch, batch_idx: int)
tsExperiments/models/project_models/tempflow/lighting_grad.py:36
Method
training_step
(self, batch, batch_idx: int)
tsExperiments/models/project_models/deepAR/lighting_grad.py:34
Method
transfer_standard_ticker_to_nonstandard
(self, ticker: str)
tsExperiments/stock_market_data/data_processors/_base.py:289
Function
units_test_total_variations
()
tsExperiments/utils/utils.py:302
Method
validation_step
(self, batch, batch_idx: int)
tsExperiments/models/project_models/tMCL/lighting_grad.py:109
Method
validation_step
(self, batch, batch_idx: int)
tsExperiments/models/project_models/tactis2/lighting.py:130
Method
validation_step
(self, batch, batch_idx: int)
tsExperiments/models/project_models/timeGrad/lighting_grad.py:42
Method
validation_step
(self, batch, batch_idx: int)
tsExperiments/models/project_models/transformerTempFlow/lighting_grad.py:45
Method
validation_step
(self, batch, batch_idx: int)
tsExperiments/models/project_models/tempflow/lighting_grad.py:44
Method
validation_step
(self, batch, batch_idx: int)
tsExperiments/models/project_models/deepAR/lighting_grad.py:42
Function
worker_function
(evaluator: "Evaluator", inp: tuple)
tsExperiments/models/project_models/tMCL/personnalized_evaluator.py:55
Function
wrap
(cfg: DictConfig)
tsExperiments/utils/utils.py:153
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